View Single Post
  #1   Report Post  
Posted to microsoft.public.excel.worksheet.functions
Jerry W. Lewis Jerry W. Lewis is offline
external usenet poster
 
Posts: 837
Default Inverse prediction in regression

Excel has no built-in functions to calculate the standard error of a
predicted value, much less do the inversion.

LINEST will give you the standard erorr of coefficients, but not their
covariance. For simple linear regression, the covariance between slope and
intercept estimates is
-AVERAGE(xdata)/SQRT(VAR(xdata)+AVERAGE(xdata))
Standard error of a predicted value at xx (possibly not a value in the
original xdata) is then
SQRT(1/n+(xx-AVERAGE(xdata)/DEVSQ(xdata))
You form a 95% confidence interval for the predicted value by multiplying by
TINV(.05,n-2)
To invert these confidence limits, you solve quadratics where the upper and
lower and lower confidence bounds equal your observed y.

Jerry

"Ernie Lippert" wrote:

After performing a linear or quadratic regression of y = f(x), I need to
find the find the Lower and Upper bounds for the 100gamma percent confidence
interval for the predicted value of x given one or more observed values of
y.
Regards,
Ernie